Repurchase issuance identity overlap audit
Repurchase issuance identity overlap audit is one of 28 measurements this engine publishes in full. It is regenerated from a real run rather than transcribed, and it is shown here with its own claim boundary so the number and its limits arrive together.
The measurement
- Schema
- canli.alphac-repurchase-issuance-overlap-audit.v1
- Stage
- identity_governance_no_new_returns
- Return data opened by this audit
- no
- Return hypotheses spent by this audit
- 0
- Classification
- SAME_ECONOMIC_FAMILY_DISTINCT_MEASUREMENT
- Economic family
- corporate_equity_supply
- Decision
- CONTINUE_DATA_FEASIBILITY_SAME_FAMILY
- Content hash
- sha256:5924a643ecd1c82e69f5289cdf5c9d83bc3a81779d0935e6be057723b7efced7
Prior identity
- Id
- eq_net_issuance
- Measurement
- year-over-year log change in split-adjusted basic shares
- Direction
- long net repurchasers, short net issuers
- Source sha256
- 300a8c31895d0efbe06c1858099faa25a5454b20ffffacd67f87b7f433ec4fb4
Proposed identity
- Id
- repurchase_issuance_flow
- Proposal sha256
- a6eb0e08236e8445b3470367e909fe6120068c836bb2cf543b474a6e22693e6e
Measurement. filing-known completed cash repurchases versus contamination-resolved completed issuance
Prior trial account
- Distinct config hashes
- 3
- Distinct hypothesis keys excluding window
- 3
- Walkforward folds not independent trials
- 62
| Ledger | Line | Config hash | Hypothesis key excluding window | Sharpe ann | N obs | Start | End | Instrument count | Allocator | Rebalance bars |
|---|---|---|---|---|---|---|---|---|---|---|
| var/experiments.jsonl | 119 | 6f975d14e246fd87 | ec0e61ae6c3a06c4 | — | 5384 | 946684800000 | 1780272000000 | 6820 | rank | 63 |
| var_sharadar/experiments.jsonl | 1 | f6c688ee24fe01d7 | f8d284c62e7be731 | -0.128925 | 3873 | 1262304000000 | 1780272000000 | 4980 | rank | 63 |
| var_sharadar/experiments.jsonl | 6 | 8ce99f5c7b0447ef | da0157b02b4dad5a | -0.311274 | 3369 | 1325376000000 | 1780272000000 | 4701 | rank | 63 |
Prior outcomes
Source correct full window rerun
- Sharpe
- 0.148140
- Vol ann
- 0.067224
- Max dd
- 0.174837
Latest sealed sweep
- Sharpe
- -0.311274
- Dsr
- 1.021e-4
- N trials at run
- 6
- Clears dsr gate
- no
- Max drawdown
- 0.371066
- Artifact sha256
- 37de83acc2c1b259d0d3e27a9c68db16c60cffd5842dbf344df2b4236381d3be
Governance
- May count as new economic family
- no
- May count toward ten new independent sleeves
- no
- Feasibility audit may continue without returns
- yes
- Fresh standalone trial budget
- no
- Required family trial floor
- 4
Required future controls
- include every prior corporate-equity-supply trial in union DSR accounting
- residualize against the frozen broad eq_net_issuance signal
- prove positive mean-zero marginal book contribution
- use an untouched post-declaration holdout and publish a null
- admit only as a replacement or same-family refinement, never as independent breadth
Lineage
- Rerun result sha256
- 9a36093ab36fcf6ef66c2955d0cc29ed8105d894815b2042c1511787a8cfdf33
- Sweep summary sha256
- 1c08971157c1af90255adf04f5518e65319cdd1f71e665a3dac0f861c30e31d7
Check it yourself
Every figure above is read from /glassbox/repurchase_issuance_identity_overlap_audit.json, the
artifact the engine wrote. Nothing on this page is typed by hand: the page is generated from that
file, so a figure that moves in the artifact moves here and a figure that is not in the artifact
cannot appear here at all.